Anic Equity¶

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Total return since start: 0.154 %¶

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Equity now: -----------------------------> 35251.07 Kr¶

'#-------------------------------#'
'New Equity High!!!'
'Max Equity: -----------------------------------------> 35251.07 Kr'
'#-------------------------------#'

Max Equity ever reached: ------------> 35251.07 Kr¶

Portfolio value: --------------------------> 30990.19 Kr¶

PnL: ---------------------------------------> 1700.57 Kr¶

DD now: ---------------------------------> 0.0 %¶

Max portfolio DD since start: ----> -10.055 %¶

Updated:¶

'2022-06-09 09:19:18.999107'

Anic Portfolio¶

Today¶

Return: 0.0 %¶

This Week¶

Return: 1.018 %¶

Anic Portfolio¶

Total¶

Return: 15.403 %¶

Anic Portfolio Holdings¶

volume value profit profitPercent acquiredValue
name
Maha Energy 292 6978.80 532.80 8.27 6445.999864
SaltX Technology Holding B 1658 8638.18 2222.18 34.63 6416.000734
Lyckegård Group 1404 4071.60 -1769.90 -30.3 5841.495036
Saniona 1250 3631.25 122.25 3.48 3509.000000
Quartiers Properties Pref 373 3431.60 626.60 22.34 2804.999911
Serstech 1285 1670.50 -132.50 -7.35 1803.000205
Arctic Paper 36 1155.60 -25.20 -2.13 1180.800000
Intermap Technologies Corp 259 1113.70 106.38 10.56 1007.316268
W5 Solutions 4 298.96 17.96 6.39 281.000000
TOTAL 30990.19 1700.57 0.0% 29289.612018

Updated:¶

'2022-06-09 09:19:24.056947'
None

In or Out of market? In if Signal > -10, else out of market!¶

OMXS30 ACTI ANOT ARISE BEGR BRG B BORG BONG NELLY CCOR B ... TITA B MESTRO VIVA CASE NAIG B MTI W5 DE L2S NEWBRY
Time
2021-08-16 2396.9914 1.480 1.004 42.35 83.4 5.44 35.65 0.748 33.50 6.94 ... 24.50 18.80 60.0 21.0 7.30 13.600 25.5 60.0 5.00 13.70
2021-08-17 2367.2600 1.464 1.028 43.00 82.4 5.36 35.10 0.730 32.75 6.86 ... 24.50 18.80 60.0 21.0 7.30 13.600 25.5 60.0 5.00 13.70
2021-08-18 2385.5848 1.440 0.980 41.65 84.2 5.30 34.95 0.712 33.50 6.72 ... 24.50 18.80 60.0 21.0 7.30 13.600 25.5 60.0 5.00 13.70
2021-08-19 2341.6761 1.460 0.958 43.00 83.4 5.34 35.85 0.706 34.25 6.92 ... 24.50 18.80 60.0 21.0 7.30 13.600 25.5 60.0 5.00 13.70
2021-08-20 2330.2999 1.466 0.898 42.90 78.0 5.22 36.20 0.694 33.35 6.82 ... 24.50 18.80 60.0 21.0 7.30 13.600 25.5 60.0 5.00 13.70
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
2022-02-25 2100.7926 0.990 0.655 43.05 129.5 4.68 43.20 0.830 25.30 5.74 ... 17.25 8.90 54.5 22.0 6.78 7.780 22.9 51.0 2.16 8.46
2022-02-28 2094.4017 1.030 0.661 42.40 128.5 4.93 46.95 0.800 26.00 5.80 ... 19.00 9.00 55.5 22.1 7.10 7.301 27.3 54.2 2.36 9.96
2022-03-01 2122.3837 1.030 0.679 44.30 141.5 5.06 47.30 0.812 25.00 6.28 ... 18.00 11.15 55.3 23.4 7.50 7.799 32.0 54.0 2.21 9.10
2022-03-02 2066.2732 1.070 0.637 42.90 145.0 4.67 46.95 0.820 24.00 6.74 ... 17.30 9.90 50.0 22.7 6.78 7.999 33.9 53.4 2.25 11.25
2022-03-03 2084.9815 1.020 0.629 42.50 142.5 4.69 47.65 0.802 24.50 6.10 ... 17.30 9.20 50.8 23.4 6.86 8.020 38.8 54.0 2.23 10.80

141 rows × 530 columns

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶